The aim of this paper is to assess the territorial cohesion of municipalities (gminas) in Poland using quantitative data and non-parametric modelling techniques. The full population of 2174 Polish municipalities divided into rural and urban-rural municipalities was examined. The time interval of the study, i.e., 2005–2017, allows us to capture the changes stimulated by the implementation of the cohesion policy, i.e., the programme of socio-economic transformation in Poland, implemented in the programming period 2007–2013. Using the DEA approach, a general decline in the cohesion index value over time was recorded in the period of analysis. The results of estimating autocorrelation measures indicate a progressive tendency to build spatial clusters, where the size of the local administrative unit (municipality), measured by the population potential and spatial location of the municipality significantly affect the cohesion level. It was also found that there are limits of positive influence of the EU income on the possibility of achieving a high level of cohesion, hampered by a limited resource of own funds. The research method in this paper has been empirically validated and can be applied to territorial cohesion studies in other EU countries.